Delaware Strategic Income Fund Market Value
| DUGIX Fund | USD 7.61 0.00 0.00% |
| Symbol | Delaware |
Delaware Strategic 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Delaware Strategic's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Delaware Strategic.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in Delaware Strategic on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Delaware Strategic Income or generate 0.0% return on investment in Delaware Strategic over 720 days. Delaware Strategic is related to or competes with Ashmore Emerging, Blackrock Emerging, Sa Emerging, Oberweis Emerging, Black Oak, Delaware Emerging, and Siit Emerging. Under normal circumstances, the Manager will invest at least 80 percent of the funds net assets, plus the amount of any ... More
Delaware Strategic Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Delaware Strategic's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Delaware Strategic Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1589 | |||
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 0.7993 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.2656 |
Delaware Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delaware Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delaware Strategic's standard deviation. In reality, there are many statistical measures that can use Delaware Strategic historical prices to predict the future Delaware Strategic's volatility.| Risk Adjusted Performance | 0.056 | |||
| Jensen Alpha | 0.0023 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | 0.0971 |
Delaware Strategic Income Backtested Returns
At this stage we consider Delaware Mutual Fund to be very steady. Delaware Strategic Income secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Delaware Strategic Income, which you can use to evaluate the volatility of the entity. Please confirm Delaware Strategic's Standard Deviation of 0.1548, mean deviation of 0.105, and Coefficient Of Variation of 767.92 to check if the risk estimate we provide is consistent with the expected return of 0.0229%. The fund shows a Beta (market volatility) of 0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, Delaware Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Delaware Strategic is expected to be smaller as well.
Auto-correlation | 0.98 |
Excellent predictability
Delaware Strategic Income has excellent predictability. Overlapping area represents the amount of predictability between Delaware Strategic time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Delaware Strategic Income price movement. The serial correlation of 0.98 indicates that 98.0% of current Delaware Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.98 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Delaware Strategic Income lagged returns against current returns
Autocorrelation, which is Delaware Strategic mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Delaware Strategic's mutual fund expected returns. We can calculate the autocorrelation of Delaware Strategic returns to help us make a trade decision. For example, suppose you find that Delaware Strategic has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Delaware Strategic regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Delaware Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delaware Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delaware Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Delaware Strategic Lagged Returns
When evaluating Delaware Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delaware Strategic mutual fund have on its future price. Delaware Strategic autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Delaware Strategic autocorrelation shows the relationship between Delaware Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Delaware Strategic Income.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Delaware Mutual Fund
Delaware Strategic financial ratios help investors to determine whether Delaware Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Delaware with respect to the benefits of owning Delaware Strategic security.
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